ICE US Dollar Index Future June 2016
Trading Metrics calculated at close of trading on 29-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2015 |
29-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
98.020 |
98.040 |
0.020 |
0.0% |
98.805 |
High |
98.120 |
98.510 |
0.390 |
0.4% |
98.865 |
Low |
97.955 |
97.950 |
-0.005 |
0.0% |
98.020 |
Close |
98.040 |
98.258 |
0.218 |
0.2% |
98.111 |
Range |
0.165 |
0.560 |
0.395 |
239.4% |
0.845 |
ATR |
0.632 |
0.627 |
-0.005 |
-0.8% |
0.000 |
Volume |
53 |
167 |
114 |
215.1% |
345 |
|
Daily Pivots for day following 29-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
99.919 |
99.649 |
98.566 |
|
R3 |
99.359 |
99.089 |
98.412 |
|
R2 |
98.799 |
98.799 |
98.361 |
|
R1 |
98.529 |
98.529 |
98.309 |
98.664 |
PP |
98.239 |
98.239 |
98.239 |
98.307 |
S1 |
97.969 |
97.969 |
98.207 |
98.104 |
S2 |
97.679 |
97.679 |
98.155 |
|
S3 |
97.119 |
97.409 |
98.104 |
|
S4 |
96.559 |
96.849 |
97.950 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
100.867 |
100.334 |
98.576 |
|
R3 |
100.022 |
99.489 |
98.343 |
|
R2 |
99.177 |
99.177 |
98.266 |
|
R1 |
98.644 |
98.644 |
98.188 |
98.488 |
PP |
98.332 |
98.332 |
98.332 |
98.254 |
S1 |
97.799 |
97.799 |
98.034 |
97.643 |
S2 |
97.487 |
97.487 |
97.956 |
|
S3 |
96.642 |
96.954 |
97.879 |
|
S4 |
95.797 |
96.109 |
97.646 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
98.715 |
97.950 |
0.765 |
0.8% |
0.394 |
0.4% |
40% |
False |
True |
97 |
10 |
99.405 |
97.335 |
2.070 |
2.1% |
0.564 |
0.6% |
45% |
False |
False |
113 |
20 |
100.700 |
97.335 |
3.365 |
3.4% |
0.680 |
0.7% |
27% |
False |
False |
120 |
40 |
100.700 |
97.320 |
3.380 |
3.4% |
0.551 |
0.6% |
28% |
False |
False |
75 |
60 |
100.700 |
94.317 |
6.383 |
6.5% |
0.452 |
0.5% |
62% |
False |
False |
52 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
100.890 |
2.618 |
99.976 |
1.618 |
99.416 |
1.000 |
99.070 |
0.618 |
98.856 |
HIGH |
98.510 |
0.618 |
98.296 |
0.500 |
98.230 |
0.382 |
98.164 |
LOW |
97.950 |
0.618 |
97.604 |
1.000 |
97.390 |
1.618 |
97.044 |
2.618 |
96.484 |
4.250 |
95.570 |
|
|
Fisher Pivots for day following 29-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
98.249 |
98.249 |
PP |
98.239 |
98.239 |
S1 |
98.230 |
98.230 |
|